S&P Global Market Intelligence
Mitsuo Tsumagari
Data Analytics Director, Financial Risk Analytics, Financial Engineering
Mitsuo Tsumagari is in the Tokyo quants’ team and is primarily responsible for Financial Risk Analytics' xVA and Counterparty Credit Risk solution at S&P Global Market Intelligence.
After Mitsuo Tsumagari has worked closely with the analysts in the Japanese financial institutions, he has developed an integrated backtesting solution for IMM approval.
Mitsuo holds a Ph.D. in Theoretical Physics from the University of Nottingham and published a number of papers in both physics and finance areas. (as of 31-August-2021)